FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	5,366.0	5,349.5	-16.5	-0.3%	5,019.0
High	5,383.0	5,442.5	59.5	1.1%	5,348.5
Low	5,305.0	5,322.5	17.5	0.3%	4,839.5
Close	5,372.0	5,407.5	35.5	0.7%	5,253.0
Range	78.0	120.0	42.0	53.8%	509.0
ATR	150.8	148.6	-2.2	-1.5%	0.0
Volume	92,008	120,395	28,387	30.9%	777,969

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,751.0	5,699.0	5,473.5
R3	5,631.0	5,579.0	5,440.5
R2	5,511.0	5,511.0	5,429.5
R1	5,459.0	5,459.0	5,418.5	5,485.0
PP	5,391.0	5,391.0	5,391.0	5,404.0
S1	5,339.0	5,339.0	5,396.5	5,365.0
S2	5,271.0	5,271.0	5,385.5
S3	5,151.0	5,219.0	5,374.5
S4	5,031.0	5,099.0	5,341.5

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,674.0	6,472.5	5,533.0
R3	6,165.0	5,963.5	5,393.0
R2	5,656.0	5,656.0	5,346.5
R1	5,454.5	5,454.5	5,299.5	5,555.0
PP	5,147.0	5,147.0	5,147.0	5,197.5
S1	4,945.5	4,945.5	5,206.5	5,046.0
S2	4,638.0	4,638.0	5,159.5
S3	4,129.0	4,436.5	5,113.0
S4	3,620.0	3,927.5	4,973.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,442.5	5,087.5	355.0	6.6%	129.5	2.4%	90%	True	False	124,805
10	5,442.5	4,839.5	603.0	11.2%	139.5	2.6%	94%	True	False	131,675
20	5,442.5	4,839.5	603.0	11.2%	150.0	2.8%	94%	True	False	132,614
40	5,442.5	4,839.5	603.0	11.2%	144.5	2.7%	94%	True	False	84,816
60	5,885.0	4,819.5	1,065.5	19.7%	132.0	2.4%	55%	False	False	56,557
80	6,000.5	4,819.5	1,181.0	21.8%	108.0	2.0%	50%	False	False	42,421
100	6,000.5	4,819.5	1,181.0	21.8%	88.0	1.6%	50%	False	False	33,939
120	6,000.5	4,819.5	1,181.0	21.8%	74.0	1.4%	50%	False	False	28,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,952.5
2.618	5,756.5
1.618	5,636.5
1.000	5,562.5
0.618	5,516.5
HIGH	5,442.5
0.618	5,396.5
0.500	5,382.5
0.382	5,368.5
LOW	5,322.5
0.618	5,248.5
1.000	5,202.5
1.618	5,128.5
2.618	5,008.5
4.250	4,812.5

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	5,399.0	5,390.0
PP	5,391.0	5,372.0
S1	5,382.5	5,354.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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